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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+3.99%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$49.2B
AUM Growth
+$4.3B
(+9.6%)
Cap. Flow
+$2.65B
Cap. Flow
% of AUM
5.38%
Top 10 Holdings %
Top 10 Hldgs %
47.58%
Holding
4,791
New
724
Increased
1,056
Reduced
956
Closed
663
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$115M |
| 2 |
Microsoft
MSFT
|
+$86.2M |
| 3 |
SPDR Gold Trust
GLD
|
+$61.3M |
| 4 |
Amazon
AMZN
|
+$60.3M |
| 5 |
DuPont de Nemours
DD
|
+$40.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$350M |
| 2 |
iShares MSCI EAFE ETF
EFA
|
+$157M |
| 3 |
iShares MSCI Emerging Markets ETF
EEM
|
+$58.6M |
| 4 |
American Express
AXP
|
+$52.9M |
| 5 |
iShares MSCI South Korea ETF
EWY
|
+$47.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.76% |
| 2 | Technology | 0.67% |
| 3 | Financials | 0.55% |
| 4 | Materials | 0.33% |
| 5 | Industrials | 0.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1451
CALL
M&T Bank
MTB
$36.3B
| $630K | ﹤0.01% |
5,200
+4,900
| +1,633% | +$597K |
|
1452
Domino's
DPZ
$11.5B
| $629K | ﹤0.01% |
+5,655
| New | +$605K |
|
1453
CALL
AutoNation
AN
$6.88B
| $627K | ﹤0.01% |
10,500
-400
| -4% | -$24.8K |
|
1454
CALL
Hershey
HSY
$36.7B
| $625K | ﹤0.01% |
7,000
+900
| +15% | +$80.7K |
|
1455
CALL
NetApp
NTAP
$39B
| $624K | ﹤0.01% |
23,500
+11,600
| +97% | +$363K |
|
1456
CALL
Cleveland-Cliffs
CLF
$7.13B
| $616K | ﹤0.01% |
390,000
+80,000
| +26% | +$196K |
|
1457
PUT
DaVita
DVA
$11.7B
| $614K | ﹤0.01% |
8,800
+1,300
| +17% | +$95.2K |
|
|
SNI
1458
CALL
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $613K | ﹤0.01% |
11,100
+9,600
| +640% | +$540K |
|
1459
Teva Pharmaceuticals
TEVA
$42.1B
| $612K | ﹤0.01% |
+9,329
| New | +$577K |
|
|
UNT
1460
PUT
DELISTED
UNIT Corporation
UNT
| $610K | ﹤0.01% |
+50,000
| New | +$737K |
|
1461
PUT
Open Text
OTEX
$5.99B
| $609K | ﹤0.01% |
25,400
-236,600
| -90% | -$5.58M |
|
|
GLUU
1462
CALL
DELISTED
Glu Mobile Inc.
GLUU
| $608K | ﹤0.01% |
+250,000
| New | +$860K |
|
1463
CALL
Principal Financial Group
PFG
$24.4B
| $607K | ﹤0.01% |
13,500
+12,500
| +1,250% | +$610K |
|
1464
CALL
Ashland
ASH
$3.45B
| $606K | ﹤0.01% |
+12,060
| New | +$635K |
|
1465
CALL
iShares MSCI Hong Kong ETF
EWH
$1.23B
| $605K | ﹤0.01% |
30,500
-3,400
| -10% | -$68.8K |
|
|
RDS.A
1466
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $599K | ﹤0.01% |
13,791
+9,110
| +195% | +$434K |
|
|
RHT
1467
PUT
DELISTED
Red Hat Inc
RHT
| $597K | ﹤0.01% |
7,200
+6,600
| +1,100% | +$524K |
|
1468
PUT
Monster Beverage
MNST
$89.6B
| $596K | ﹤0.01% |
24,000
+9,000
| +60% | +$217K |
|
1469
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.38B
| $595K | ﹤0.01% |
8,587
+991
| +13% | +$69.2K |
|
1470
Mattel
MAT
$4.21B
| $592K | ﹤0.01% |
21,788
+21,017
| +2,726% | +$517K |
|
1471
PUT
Intuit
INTU
$91.5B
| $589K | ﹤0.01% |
6,100
+3,700
| +154% | +$358K |
|
|
INFI
1472
CALL
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $589K | ﹤0.01% |
75,000
-45,000
| -38% | -$387K |
|
1473
State Street SPDR S&P Retail ETF
XRT
$652M
| $587K | ﹤0.01% |
13,572
-14,732
| -52% | -$659K |
|
1474
Broadcom
AVGO
$2.01T
| $585K | ﹤0.01% |
40,310
+39,960
| +11,417% | +$519K |
|
1475
CALL
Televisa
TV
$1.52B
| $584K | ﹤0.01% |
21,500
+20,600
| +2,289% | +$577K |
|
Similar funds
HF
Parallax Volatility Advisers's Q4 2015 Portfolio in Review
As of Q4 2015, Parallax Volatility Advisers held 4,791 positions worth $49.2B, up 9.6% from $44.9B the previous quarter. Its ten largest holdings account for 48% of the portfolio.
Parallax Volatility Advisers deployed $2.65B of net new capital in Q4 2015, opening 724 new positions and adding to 1,056 existing holdings. Its largest new stake was Twitter, Inc.: 1,017,122 shares worth $23.5M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.76% of assets, down from 0.8% a quarter earlier, followed by Technology and Financials.
On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $350M trimmed.
- Parallax Volatility Advisers's largest Q4 2015 buy was Twitter, Inc.: 1,017,122 shares worth $23.5M.
- Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2015, an estimated $115M increase.
- Parallax Volatility Advisers's biggest Q4 2015 reduction was iShares Russell 2000 ETF, cutting an estimated $350M.
- Parallax Volatility Advisers fully exited AT&T in Q4 2015, selling an estimated $31.3M.
- Parallax Volatility Advisers's ten largest holdings make up 48% of its $49.2B portfolio in Q4 2015.
- Parallax Volatility Advisers opened 724 new positions and closed 663 in Q4 2015.
- Parallax Volatility Advisers's portfolio value rose 9.6% quarter-over-quarter to $49.2B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2015, filed 16 Feb 2016.